+235.0%
ADEA vs SPY
+79.8%
+155.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | +3.3% | -2.0% | +5.3% | +5.9% |
| 30D | -4.9% | -1.7% | -3.3% | -2.9% |
| 3M | -14.6% | +4.7% | -19.3% | -18.4% |
| 6M | +15.1% | +12.5% | +2.6% | +1.5% |
| YTD | +53.4% | +11.7% | +41.7% | +37.1% |
| 1Y | +75.9% | +17.5% | +58.4% | +49.6% |
| 3Y | +193.6% | +76.6% | +117.0% | +67.7% |
| 5Y | +235.0% | +82.0% | +152.9% | +84.6% |
| All | +235.0% | +79.8% | +155.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling